Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1577182.0189 | 1675238.1509 | -98056.132 | -4042.0644 | 998164.791 | -1002206.8554 |
Total P&L (%) | 1577.182 | 1675.2382 | -98.0561 | -4.0421 | 998.1648 | -1002.2069 |
Avg Daily Profit (%) | 0.6964 | 0.7397 | -0.0433 | -0.0018 | 0.1059 | 0 |
Buy And Hold Return (%) | 386.1063 | 386.1063 | 386.1063 | 386.1063 | 386.1063 | 386.1063 |
Max Trade Drawdown | -190574 | -147617 | -188468 | -1642275 | -721013 | -1203096 |
Profit Factor | 2.6582 | 4.7514 | 0.8057 | 0.9989 | 1.6864 | 0.5197 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 38.5417 | 39.5833 | 37.5 | 38.5417 | 39.5833 | 37.5 |
Ratio Avg Win / Avg Loss | 4.2388 | 7.2522 | 1.3428 | 1.5928 | 2.574 | 0.8661 |
Largest Winning Trade | 1522964 | 1522964 | 54491 | 836486 | 836486 | 433086 |
Largest Losing Trade | -64897 | -45723 | -64897 | -749914 | -387182 | -749914 |
Avg Bars in Trades | 88 | 100 | 77 | 88 | 100 | 77 |
Avg Bars in Winners | 164 | 183 | 144 | 164 | 183 | 144 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 8511 | 4801 | 3710 | 8511 | 4801 | 3710 |
Profit Streak | 0 | 0 | 174.869 | 0 | 0 | 174.869 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396144 | 517679 | -582914 | -582200 | -55488 | -584581 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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